So, you're buying and selling at the same time and the market is 3.20-2.50, which is a crossed market, on a low volume option.... really. Or maybe you think that you can buy on the bid and sell on the offer?
If you buy 10 calls you will pay for the premium up front plus trading costs (commissions.) If you turn around and sell 10 calls moments later then you collect the premium less your trading costs. You will, as they say, be "flat", i.e. you will have closed out your position. You will have generated a volume of 20 and a net change in Open Interest of 0. I think what you're missing is the whole concept of the bid/ask and associated spread between them. It might appear to the casual reader that you are proposing to buy at the bid and immediately sell at the ask. It doesn't work that way. The bid price represents the maximum price that a buyer is willing to pay for a security. The ask price represents the minimum price that a seller is willing to receive for the security. A trade or transaction occurs when the buyer and seller agree on a price for the security. The difference between the bid and asked prices, or the spread, is a key indicator of the liquidity of the asset - generally speaking, the smaller the spread, the better the liquidity. The spread represents the market maker's profit. The average investor has to contend with the bid and asked spread as an implied cost of trading. For example, at the COB today the current price quotation for Netflix (NFLX) 112 Calls is 4.80/5.40. The investor who is looking to buy the 112 calls at the current market price would expect to pay 5.40, while the investor who wishes to sell the 122 Calls at the current market price would receive 4.80. That is a .60 (60 cent) spread. The bid-ask spread works to the advantage of the market maker. Continuing with the above example, a market maker who is quoting a price of 4.80/ 5.40 for the 112 Calls is indicating a willingness to buy at 4.80 (the bid price) and sell it at 5.40 (the asked price). The spread (.60) represents the market maker's profit. Here is a screen shot of Netflix options as of COB today. NFLX closed at 106. The 112 Calls have a bid/ask spread, as pointed out above, of 4.80/5.40. You might be able to get some price improvement and buy at 4.85 or 4.90 but it's not likely. Even if you got a .05 improvement on the buy side you are not going to be able turn around ask much more than 4.80 or e few cents more and expect to get the trade. In other words you're going to lose .50 to .55 on the trade plus all the commissions going in and coming out. I'm not sure that's what you have in mind, if not let us know.
For futures options you can open a retail account . target a market like bean oil and place bids and offers; congratulations you're a market maker